Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,738 CHF | 41,138 CHF | 99.97% | 99.97% |
19/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,919 CHF | 41,319 CHF | 99.78% | 99.78% |
18/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,125 CHF | 41,525 CHF | 99.95% | 99.95% |
15/11/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,072 CHF | 41,472 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,119 CHF | 40,519 CHF | 99.66% | 99.66% |
13/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 39,050 CHF | 39,450 CHF | 99.93% | 99.93% |
12/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 38,231 CHF | 38,631 CHF | 99.78% | 99.78% |
11/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,928 CHF | 41,328 CHF | 99.78% | 99.78% |
08/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,079 CHF | 41,479 CHF | 99.84% | 99.84% |
07/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,623 CHF | 41,023 CHF | 99.91% | 99.91% |